Global Macro Trading Journal

Discussion in 'Journals' started by Daal, Feb 25, 2011.

  1. Daal

    Daal

    Guess there wasn't enough tin foil hatmaking and threats against the chairman scrotum in my post
     
    #1511     Sep 21, 2011
  2. dhpar

    dhpar

    because there is nothing risk free on moving cash into treasuries - especially USTs
     
    #1512     Sep 21, 2011
  3. dhpar

    dhpar

    it is called discounting.

    of course low rates are usually during bad times when asset prices are unsurprisingly not sky high. but ceteris paribus discounting and cash flow is the only thing that rules investing...
     
    #1513     Sep 21, 2011
  4. dhpar

    dhpar

    btw can somebody finally explain me why IOER=0 is a bad thing now?
     
    #1514     Sep 21, 2011
  5. My old friend FCX hitting new 52 week lows this morning. Off 40% YTD while copper sits above $4.00/lb. Do you think maybe something is up with the metal (i.e. massive manipulation of the price in China)? :p

    Disclosure: having made all I need shorting this proxy for fake Chinese growth, I no longer have a position. :cool:
     
    #1515     Sep 21, 2011
  6. But do you really want to "park" your money in an asset like UST? All sorts of risks (duration, credit, etc) and what do you get? Not a whole lot more than cash...
     
    #1516     Sep 21, 2011
  7. Because it further exacerbates the issues that the banks are having... Effectively, IOER = 0 implies that there's a tax on excess reserves (due to the FDIC levy). If there's no adequate outlet for these excess reserves, which is what I believe, they will remain at the Fed and bleed the banks further. Furthermore, it's additional complications for the money-mkt funds, which are still funding a lot of the banking system. Disrupt that industry further (generally, a good thing to do, but maybe not right now) and who knows what you're gonna get.
     
    #1517     Sep 21, 2011
  8. dhpar

    dhpar

    you are right. i don't want to park it there. but we saw many times in the past few years that there will always be some "fools" who buys into "low" yielding treasuries (and make money)..
     
    #1518     Sep 21, 2011
  9. For sure... It's just a question of how much fear there is. All I'm saying is that until we know that US is like Japan it's hard to imagine a couple trillion of excess reserves going into USTs, no matter how much financial repression is used. Obv, I might be totally wrong on this.
     
    #1519     Sep 21, 2011
  10. dhpar

    dhpar

    i see. thanks. i was missing these FDIC insurance costs...
     
    #1520     Sep 21, 2011